#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Models/Marketmodels/Models/CTSMMCapletCalibration.h>
#pragma unmanaged 
#include <ql\models\marketmodels\models\capletcoterminalalphacalibration.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Models::Marketmodels;
using namespace Cephei::QL::Math;
#undef HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Models { namespace Marketmodels { namespace Models {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ICTSMMCapletAlphaFormCalibration
	public ref class CCTSMMCapletAlphaFormCalibration  : 
            public CCTSMMCapletCalibration,
            public Cephei::QL::Models::Marketmodels::Models::ICTSMMCapletAlphaFormCalibration
	{
	protected: 
		boost::shared_ptr<QuantLib::CTSMMCapletAlphaFormCalibration>* _ppCTSMMCapletAlphaFormCalibration;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CTSMMCapletAlphaFormCalibration>* _phCTSMMCapletAlphaFormCalibration;
#endif
		Object^ _CTSMMCapletAlphaFormCalibrationOwner;     // reference to object that manages the storage for this object
	internal:
		CCTSMMCapletAlphaFormCalibration (Cephei::QL::Models::Marketmodels::IEvolutionDescription^ evolution, Cephei::QL::Models::Marketmodels::IPiecewiseConstantCorrelation^ corr, Cephei::Core::IVector<Cephei::QL::Models::Marketmodels::Models::IPiecewiseConstantVariance^>^ displacedSwapVariances, Cephei::Core::IVector<Double>^ capletVols, Cephei::QL::Models::Marketmodels::ICurveState^ cs, Double displacement, Cephei::Core::IVector<Double>^ alphaInitial, Cephei::Core::IVector<Double>^ alphaMax, Cephei::Core::IVector<Double>^ alphaMin, Boolean maximizeHomogeneity, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Models::Marketmodels::Models::IAlphaForm^>^ parametricForm);
        CCTSMMCapletAlphaFormCalibration (boost::shared_ptr<QuantLib::CTSMMCapletAlphaFormCalibration>& childNative, Object^ owner);
        CCTSMMCapletAlphaFormCalibration (QuantLib::CTSMMCapletAlphaFormCalibration& childNative, Object^ owner);
        CCTSMMCapletAlphaFormCalibration (CCTSMMCapletAlphaFormCalibration^ copy);
        CCTSMMCapletAlphaFormCalibration (PLATFORM::Type^ t);
#ifdef STRUCT
        CCTSMMCapletAlphaFormCalibration (QuantLib::CTSMMCapletAlphaFormCalibration childNative);
#endif       
#ifdef HANDLE
		CCTSMMCapletAlphaFormCalibration (QuantLib::Handle<QuantLib::CTSMMCapletAlphaFormCalibration>& childNative, Object^ owner);
		CCTSMMCapletAlphaFormCalibration (QuantLib::Handle<QuantLib::CTSMMCapletAlphaFormCalibration> childNative);
#endif
		virtual ~CCTSMMCapletAlphaFormCalibration ();
		!CCTSMMCapletAlphaFormCalibration ();

	internal:
		QuantLib::CTSMMCapletAlphaFormCalibration& GetReference ();
		boost::shared_ptr<QuantLib::CTSMMCapletAlphaFormCalibration>& GetShared ();
		QuantLib::CTSMMCapletAlphaFormCalibration* GetPointer ();
        void SetCTSMMCapletAlphaFormCalibration (boost::shared_ptr<QuantLib::CTSMMCapletAlphaFormCalibration> native)
        {
            if (_ppCTSMMCapletAlphaFormCalibration != NULL)
                delete _ppCTSMMCapletAlphaFormCalibration;
            _ppCTSMMCapletAlphaFormCalibration = new boost::shared_ptr<QuantLib::CTSMMCapletAlphaFormCalibration> (native);
            SetCTSMMCapletCalibration (boost::dynamic_pointer_cast<QuantLib::CTSMMCapletCalibration> (*_ppCTSMMCapletAlphaFormCalibration));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CTSMMCapletAlphaFormCalibration>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Cephei::Core::IVector<Double>^ Alpha 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
		virtual UInt32 CapletAlphaFormCalibration (Cephei::QL::Models::Marketmodels::IEvolutionDescription^ evolution, Cephei::QL::Models::Marketmodels::IPiecewiseConstantCorrelation^ corr, Cephei::Core::IVector<Cephei::QL::Models::Marketmodels::Models::IPiecewiseConstantVariance^>^ displacedSwapVariances, Cephei::Core::IVector<Double>^ capletVols, Cephei::QL::Models::Marketmodels::ICurveState^ cs, Double displacement, Cephei::Core::IVector<Double>^ alphaInitial, Cephei::Core::IVector<Double>^ alphaMax, Cephei::Core::IVector<Double>^ alphaMin, Boolean maximizeHomogeneity, Cephei::QL::Models::Marketmodels::Models::IAlphaForm^ parametricForm, UInt64 numberOfFactors, Int32 steps, Double toleranceForAlphaSolving, Cephei::Core::IVector<Double>^ alpha, Cephei::Core::IVector<Double>^ a, Cephei::Core::IVector<Double>^ b, Cephei::Core::IVector<Cephei::QL::Math::IMatrix^>^ swapCovariancePseudoRoots) ;
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Models::Marketmodels::Models::ICTSMMCapletAlphaFormCalibration^>::typeid)]
	[FactoryFor(Cephei::QL::Models::Marketmodels::Models::ICTSMMCapletAlphaFormCalibration::typeid)]
	[FactoryFor(Cephei::QL::Models::Marketmodels::Models::ICTSMMCapletAlphaFormCalibration_Factory::typeid)]
	public ref class CCTSMMCapletAlphaFormCalibration_Factory sealed : public ICTSMMCapletAlphaFormCalibration_Factory
	{
	public:
        virtual ICTSMMCapletAlphaFormCalibration^ Create (Cephei::QL::Models::Marketmodels::IEvolutionDescription^ evolution, Cephei::QL::Models::Marketmodels::IPiecewiseConstantCorrelation^ corr, Cephei::Core::IVector<Cephei::QL::Models::Marketmodels::Models::IPiecewiseConstantVariance^>^ displacedSwapVariances, Cephei::Core::IVector<Double>^ capletVols, Cephei::QL::Models::Marketmodels::ICurveState^ cs, Double displacement, Cephei::Core::IVector<Double>^ alphaInitial, Cephei::Core::IVector<Double>^ alphaMax, Cephei::Core::IVector<Double>^ alphaMin, Boolean maximizeHomogeneity, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Models::Marketmodels::Models::IAlphaForm^>^ parametricForm);
    };
   
/*Cephei*/ } /*QL*/ } /*Models*/ } /*Marketmodels*/ } /*Models */}
